Communications in Statistics. Stochastic Models Short Title: Commun. Stat., Stochastic Models Publisher: Marcel Dekker, Inc., New York, NY ISSN: 0882-0287 Online: http://www.tandfonline.com/loi/lstm20 Successor: Stochastic Models Comments: Journal; No longer indexed Documents Indexed: 550 Publications (1985–2000) all top 5 Latest Issues 16, No. 5 (2000) 16, No. 3-4 (2000) 16, No. 2 (2000) 16, No. 1 (2000) 15, No. 5 (1999) 15, No. 4 (1999) 15, No. 3 (1999) 15, No. 2 (1999) 15, No. 1 (1999) 14, No. 5 (1998) 14, No. 4 (1998) 14, No. 3 (1998) 14, No. 1-2 (1998) 13, No. 4 (1997) 13, No. 3 (1997) 13, No. 2 (1997) 13, No. 1 (1997) 12, No. 4 (1996) 12, No. 3 (1996) 12, No. 2 (1996) 12, No. 1 (1996) 11, No. 4 (1995) 11, No. 3 (1995) 11, No. 2 (1995) 11, No. 1 (1995) 10, No. 4 (1994) 10, No. 3 (1994) 10, No. 2 (1994) 10, No. 1 (1994) 9, No. 4 (1993) 9, No. 3 (1993) 9, No. 2 (1993) 9, No. 1 (1993) 8, No. 4 (1992) 8, No. 3 (1992) 8, No. 2 (1992) 8, No. 1 (1992) 7, No. 4 (1991) 7, No. 3 (1991) 7, No. 2 (1991) 7, No. 1 (1991) 6, No. 4 (1990) 6, No. 3 (1990) 6, No. 2 (1990) 6, No. 1 (1990) 5, No. 4 (1989) 5, No. 3 (1989) 5, No. 2 (1989) 5, No. 1 (1989) 4, No. 3 (1988) 4, No. 2 (1988) 4, No. 1 (1988) 3 (1987) 2 (1986) 1 (1985) all top 5 Authors 15 Resnick, Sidney Ira 13 Neuts, Marcel Fernand 12 Whitt, Ward 11 Ramaswami, Vaidyanathan 10 Knessl, Charles 9 Sengupta, Bhaskar 9 Takine, Tetsuya 8 O’Cinneide, Colm Art 8 Tier, Charles 7 Asmussen, Søren 7 Jagerman, David L. 7 Lucantoni, David M. 7 Taylor, Peter Gerrard 7 Yechiali, Uri 6 Alfa, Attahiru Sule 6 Johnson, Mary A. 6 Latouche, Guy 5 Coffman, Edward Grady jun. 5 de Haan, Laurens 5 Dukhovny, Alexander M. 5 Haas, Peter J. 5 Kijima, Masaaki 5 Kulkarni, Vidyadhar G. 5 Melamed, Benjamin 5 Stadje, Wolfgang 4 Abate, Joseph 4 Alzaid, Abdulhamid A. 4 Berman, Simeon M. 4 Blanc, Johannes Pieter Cornelis 4 Choudhury, Gagan L. 4 Haviv, Moshe 4 He, Qi-Ming 4 Li, San-Qi 4 Matkowsky, Bernard J. 4 McCormick, William P. 4 Perry, David 4 Schmidt, Volker 4 Schuss, Zeev 4 Shedler, Gerald S. 4 Steutel, Fred Willem 4 Sumita, Ushio 4 van Doorn, Erik A. 4 Yeung, Raymond W. 4 Yip, Paul Siu Fai 4 Zacks, Shelemyahu 3 Adan, Ivo J. B. F. 3 Altman, Eitan 3 Baccelli, François Louis 3 Berman, Oded 3 Boucherie, Richard J. 3 Boxma, Onno Johan 3 Falin, Gennadi I. 3 Flatto, Leopold 3 Gaver, Donald Paul jun. 3 Glynn, Peter W. 3 Gupta, Ramesh Chandra 3 Hantler, Sidney L. 3 Harris, Carl M. 3 Hasegawa, Toshiharu 3 Hofri, Micha 3 Keenan, Daniel MacRae 3 Langaris, Christos 3 Makowski, Armand M. 3 Miyazawa, Masakiyo 3 Mohapl, Jaroslav 3 Narayana, Surya 3 Pearce, Charles Edward Miller 3 Rachev, Svetlozar T. 3 Rieders, Maria 3 Shanthikumar, Jeyaveerasingam George 3 Shepp, Lawrence Alan 3 Taaffe, Michael R. 3 Thorisson, Hermann 3 Trivedi, Kishor Shridharbhai 3 van Harn, Klaas 3 van Houtum, Geert-Jan 3 Wessels, Jaap 3 Zijm, W. Henk M. 2 Akar, Nail 2 Al-Osh, Mohamed A. 2 Baiocchi, Andrea 2 Bean, Nigel G. 2 Berger, Arthur W. 2 Bobbio, Andrea 2 Boneh, Arnon 2 Borst, Sem C. 2 Botta, Robert F. 2 Bovopoulos, Andreas D. 2 Brill, Percy H. 2 Chakravarthy, Srinivas R. 2 Commault, Christian 2 Coyle, Edward J. jun. 2 Daigle, John N. 2 Davis, Richard A. 2 De Kok, Antonius Gerlacus 2 Diamond, Jeffrey E. 2 El-Taha, Muhammad 2 Feigin, Paul David 2 Frydman, Halina 2 Gail, H. Richard ...and 494 more Authors all top 5 Fields 479 Probability theory and stochastic processes (60-XX) 221 Operations research, mathematical programming (90-XX) 80 Statistics (62-XX) 32 Numerical analysis (65-XX) 26 Computer science (68-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Biology and other natural sciences (92-XX) 11 Systems theory; control (93-XX) 5 Information and communication theory, circuits (94-XX) 4 Combinatorics (05-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 2 General and overarching topics; collections (00-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Integral equations (45-XX) 2 Operator theory (47-XX) 2 Convex and discrete geometry (52-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 429 Publications have been cited 4,299 times in 3,267 Documents Cited by ▼ Year ▼ New results on the single server queue with a batch Markovian arrival process. Zbl 0733.60115 Lucantoni, David M. 295 1991 Calculating the equilibrium distribution in level dependent quasi-birth- and-death processes. Zbl 0837.60081 Bright, L.; Taylor, P. G. 114 1995 Numerical calculation of stable densities and distribution functions. Zbl 0899.60012 Nolan, John P. 112 1997 Stationary distributions for fluid flow models with or without Brownian noise. Zbl 0817.60086 Asmussen, Søren 103 1995 The normal inverse Gaussian Lévy process: Simulation and approximation. Zbl 0899.60036 Rydberg, Tina Hviid 85 1997 Martingales and insurance risk. Zbl 0676.62083 Dassios, A.; Embrechts, P. 82 1989 Lévy processes, polynomials and martingales. Zbl 0895.60050 Schoutens, Wim; Teugels, Jozef L. 74 1998 A stable recursion for the steady state vector in Markov chains of M/G/1 type. Zbl 0646.60098 Ramaswami, V. 66 1988 Characterization of phase-type distributions. Zbl 0701.62021 O’Cinneide, Colm Art 64 1990 The age of a mutation in a general coalescent tree. Zbl 0889.92017 Griffiths, R. C.; Tavaré, Simon 50 1998 Moving averages with random coefficients and random coefficient autoregressive models. Zbl 0747.60062 Resnick, Sidney I.; Willekens, Eric 49 1991 The qq-estimator and heavy tails. Zbl 0887.62025 Kratz, Marie; Resnick, Sidney I. 49 1996 Characterizations of generalized hyperexponential distribution functions. Zbl 0616.62016 Botta, Robert F.; Harris, Carl M.; Marchal, William G. 43 1987 Inequalities for stochastic models via supermodular orderings. Zbl 0871.60015 Bäuerle, Nicole 41 1997 Estimating the limit distribution of multivariate extremes. Zbl 0777.62036 de Haan, L.; Resnick, Sidney I. 40 1993 The least variable phase type distribution is Erlang. Zbl 0635.60086 Aldous, David; Shepp, Larry 38 1987 Stochastic models for inventory management at service facilities. Zbl 0934.90002 Berman, Oded; Kim, Eungab 38 1999 Generalizations of the stochastic decomposition results for single server queues with vacations. Zbl 0701.60094 Doshi, Bharat 37 1990 Analysis of the symmetric shortest queue problem. Zbl 0708.60089 Adan, I. J. B. F.; Wessels, J.; Zijm, W. H. M. 37 1990 Mean residual life function for certain types of non-monotonic ageing. Zbl 0813.60081 Gupta, Ramesh C.; Akman, H. Olcay 35 1995 Some steady-state distributions for the \(MAP/SM/1\) queue. Zbl 0804.60086 Lucantoni, David M.; Neuts, Marcel F. 35 1994 On asymptotic mormality of the Hill estimator. Zbl 1002.60519 de Haan, Laurens; Resnick, Sidney 34 1998 Matching moments to phase distributions: Mixtures of Erlang distributions of common order. Zbl 0684.60012 Johnson, Mary A.; Taaffe, Michael R. 33 1989 Perfect simulation and backward coupling. Zbl 0934.60088 Foss, S. G.; Tweedie, R. L. 33 1998 Detection of the number, locations and magnitudes of jumps. Zbl 0666.62080 Yin, Y. Q. 32 1988 Some properties of the rate operators in level dependent quasi-birth-and-death processes with a countable number of phases. Zbl 0846.60086 Ramaswami, V.; Taylor, P. G. 30 1996 Asymptotic properties of a stochastic EM algorithm for estimating mixing proportions. Zbl 0783.62021 Diebolt, Jean; Celeux, Gilles 30 1993 Asymptotics for steady-state tail probabilities in structured Markov queueing models. Zbl 0801.60082 Abate, Joseph; Choudhury, Gagan L.; Whitt, Ward 30 1994 Second-order behaviour of distributions subordinate to a distribution with finite mean. Zbl 0635.60018 Omey, E.; Willekens, E. 28 1987 Inventory management at service facilities for systems with arbitrarily distributed service times. Zbl 0959.90001 Berman, O.; Sapna, K. P. 28 2000 Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079 Resnick, Sidney; Stărică, Cătălin 28 1997 Computing the optimal policy for capacitated inventory models. Zbl 0804.90038 Tayur, Sridhar R. 28 1993 Analysis of a stochastic clearing system with repeated attempts. Zbl 0913.60088 Artalejo, J. R.; Gomez-Corral, A. 27 1998 Algorithms for the multi-server queue with phase type service. Zbl 0603.60091 Ramaswami, V.; Lucantoni, D. M. 26 1985 The coupon-collector problem revisited – a survey of engineering problems and computational methods. Zbl 0871.60009 Boneh, Arnon; Hofri, Micha 26 1997 Diffusion approximations for a risk process with the possibility of borrowing and investment. Zbl 0793.60095 Schmidli, Hanspeter 25 1994 Binomial autoregressive moving average models. Zbl 0729.62080 Al-Osh, M. A.; Alzaid, A. A. 24 1991 The first two moment matrices of the counts for the Markovian arrival process. Zbl 0756.60095 Narayana, Surya; Neuts, Marcel F. 24 1992 Phase-type distributions: Open problems and a few properties. Zbl 0937.60004 O’Cinneide, Colm Art 23 1999 On the asymptotic behaviour of the stationary distribution of Markov chains of \(M/G/1\)-type. Zbl 0791.60087 Falkenberg, Egbert 23 1994 On non-uniqueness of representations of phase-type distributions. Zbl 0675.60013 O’Cinneide, Colm Art 22 1989 The workload in the \(\text{MAP}/G/1\) queue with state-dependent services: Its application to a queue with preemptive resume priority. Zbl 0791.60088 Takine, Tetsuya; Hasegawa, Toshiharu 22 1994 Efficient algorithms for solving the nonlinear matrix equations arising in phase type queues. Zbl 0554.60093 Lucantoni, David M.; Ramaswami, V. 21 1985 On order relations between reliability measures. Zbl 0617.60084 Gupta, Ramesh C.; Kirmani, S. N. U. A. 21 1987 Explicit stationary distributions for some Galton-Watson processes with immigration. Zbl 0807.60080 Aly, Emad-Eldin A. A.; Bouzar, Nadjib 21 1994 On extensions of DMRL and related partial orderings of life distributions. Zbl 0674.62063 Kochar, Subhash C. 20 1989 A duality theorem for the matrix paradigms in queueing theory. Zbl 0699.60091 Ramaswami, V. 20 1990 Analysis of the asymmetric shortest queue problem with threshold jockeying. Zbl 0741.60093 Adan, I. J. B. F.; Wessels, J.; Zijm, W. H. M. 20 1991 On the relationship between queue lengths at a random instant and at a departure in the stationary queue with BMAP arrivals. Zbl 0906.60066 Takine, Tetsuya; Takahashi, Yoshitaka 19 1998 An exhaustive Lévy storage process with intermittent output. Zbl 0910.60069 Kella, Offer 19 1998 Conditional stochastic decompositions in the \(\text{M/M/}c\) queue with server vacations. Zbl 0931.60073 Tian, Naishuo; Li, Quan-Lin; Cao, Jinhua 19 1999 Waiting times in the non-preemptive priority M/M/c queue. Zbl 0594.60096 Kella, Offer; Yechiali, Uri 19 1985 Distributions of stopping times for Poisson processes with linear boundaries. Zbl 0737.60063 Zacks, S. 19 1991 Reliability properties of order statistics from bivariate exponential distributions. Zbl 0873.60064 Baggs, Geraldine E.; Nagaraja, H. N. 19 1996 Robustness of Whittle-type estimators for time series with long-range dependence. Zbl 1090.62555 Taqqu, Murad S.; Teverovsky, Vadim 19 1997 Non-preemptive priorities and vacations in a multiclass retrial queueing system. Zbl 0858.60086 Moutzoukis, E.; Langaris, C. 19 1996 The N/G/1 finite capacity queue. Zbl 0673.60102 Blondia, C. 18 1989 The \(\text{MAP/PH}/1\) retrial queue. Zbl 0952.60089 Diamond, Jeffrey E.; Alfa, Attahiru Sule 18 1998 Parameter estimation for Markov modulated Poisson processes. Zbl 0815.62059 Rydén, Tobias 18 1994 Gamma processes. Zbl 0665.62090 Lewis, P. A. W.; McKenzie, E.; Hugus, D. K. 17 1989 Distributions of stopping times for compound Poisson processes with positive jumps and linear boundaries. Zbl 0932.60049 Zacks, S.; Perry, D.; Bshouty, D.; Bar-Lev, S. 17 1999 A note on generalized hyperexponential distributions. Zbl 0749.60009 Harris, Carl M.; Marchal, William G.; Botta, Robert F. 17 1992 On cycle maxima, first passage problems and extreme value theory for queues. Zbl 0762.60086 Asmussen, Søren; Perry, David 17 1992 Stock prices as branching processes. Zbl 0873.60063 Epps, T. W. 17 1996 Birth-death processes with mass annihilation and state-dependent immigration. Zbl 0880.60088 Renshaw, Eric; Chen, Anyue 17 1997 An invariant subspace approach in M/G/1 and G/M/1 type Markov chains. Zbl 0896.60061 Akar, Nail; Sohraby, Khosrow 17 1997 Random self-avoiding walks on one-dimensional lattices. Zbl 0702.60063 Alm, Sven Erick; Janson, Svante 16 1990 Bounds for the ruin probability under a Markovian modulated risk model. Zbl 0920.90042 Wu, Yanhong 15 1999 Some partial orders describing positive ageing. Zbl 0702.62097 Deshpande, Jayant V.; Singh, Harshinder; Bagai, Isha; Jain, Kanchan 15 1990 Solutions of the basic matrix equation for \(M/G/1\) and \(G/M/1\) type Markov chains. Zbl 0791.60086 Gail, H. R.; Hantler, S. L.; Taylor, B. A. 15 1994 A benchmark for PH estimation algorithms: Results for acyclic-PH. Zbl 0805.62025 Bobbio, Andrea; Telek, Miklós 15 1994 First-exit times for increasing compound processes. Zbl 0939.60021 Perry, D.; Stadje, W.; Zacks, S. 14 1999 Matrix geometric invariant measures for G/M/1 type Markov chains. Zbl 0913.60085 Gail, H. R.; Hantler, S. L.; Taylor, B. A. 14 1998 Infinite divisibility and the waiting-time paradox. Zbl 0843.60020 van Harn, K.; Steutel, F. W. 14 1995 Stationary waiting time distribution in queues with phase type service and in quasi-birth-and-death processes. Zbl 0602.60086 Ramaswami, V.; Lucantoni, David M. 14 1985 Independent Markov processes in parallel. Zbl 0603.60090 Ramaswami, V. 14 1985 The semi-Markovian queue: Theory and applications. Zbl 0699.60090 Sengupta, Bhaskar 14 1990 Matching moments to phase distributions: Density function shapes. Zbl 0711.60016 Johnson, Mary A.; Taaffe, Michael R. 14 1990 Fluid and diffusion limits for queues in slowly changing environments. Zbl 0871.60070 Choudhury, G. L.; Mandelbaum, A.; Reiman, M. I.; Whitt, W. 14 1997 Killing and resurrection of Markov processes. Zbl 0880.60066 Pakes, Anthony G. 14 1997 Monotonicity properties of single-server retrial queues. Zbl 0777.60091 Liang, Huei-Mei; Kulkarni, V. G. 14 1993 Triangular order of triangular phase-type distributions. Zbl 0780.60016 O’Cinneide, Colm Art 14 1993 The transient BMAP\(/G/1\) queue. Zbl 0801.60083 Lucantoni, David M.; Choudhury, Gagan L.; Whitt, Ward 14 1994 The spectral radii and norms of large dimensional non-central random matrices. Zbl 0806.15018 Silverstein, Jack W. 14 1994 Adaptive uniformization. Zbl 0804.60061 van Moorsel, Aad P. A.; Sanders, William H. 14 1994 Some decomposition formulae for \(\text{M/M}/r/r+d\) queues with constant retrial rate. Zbl 0928.60079 Ramalhoto, M. F.; Gómez-Corral, A. 13 1998 Calculating transient characteristics of the Erlang loss model by numerical transform inversion. Zbl 0905.60071 Abate, J.; Whitt, W. 13 1998 A generalization of the matrix \(M/G/1\) paradigm for Markov chains with a tree structure. Zbl 0829.60089 Takine, Tetsuya; Sengupta, Bhaskar; Yeung, Raymond W. 13 1995 The convex hull of a random sample in \({\mathbb{R}}^ 2\). Zbl 0621.60014 Davis, R.; Mulrow, E.; Resnick, S. 13 1987 The busy period of the M/G/1 vacation model with a Bernoulli schedule. Zbl 0695.60095 Ramaswamy, Ravi; Servi, L. D. 13 1988 Matching moments to phase distributions: Nonlinear programming approaches. Zbl 0708.60019 Johnson, Mary A.; Taaffe, Michael R. 13 1990 Analysis of the loss probability of the MAP/\(G/1/K\) queue. I: Asymptotic theory. Zbl 0807.60085 Baiocchi, Andrea 13 1994 A fluid reservoir regulated by a birth-death process. Zbl 0666.60088 van Doorn, E. A.; Jagers, A. A.; de Wit, J. S. J. 12 1988 Estimating population size by recapture sampling via estimating function. Zbl 0770.62094 Yip, Paul S. F.; Fong, Daniel Y. T.; Wilson, Kenneth 12 1993 Stochastic block monotonicity in the approximation of the stationary distribution of infinite Markov chains. Zbl 0955.60093 Li, Haijun; Zhao, Yiqiang Q. 12 2000 A point process model for the reliability of a maintained system subject to general repair. Zbl 0866.60075 Baxter, Laurence A.; Kijima, Masaaki; Tortorella, Michael 12 1996 An approximation for the sojourn-time distribution for the \(GI/G/1\) processor-sharing queue. Zbl 0749.60091 Sengupta, Bhaskar 12 1992 A unified approach to \(GI/M(n)/1/K\) and \(M(n)/G/1/K\) queues via finite quasi-birth-death processes. Zbl 0751.60092 Kijima, Masaaki; Makimoto, Naoki 12 1992 Data analysis for heavy tailed multivariate samples. Zbl 0899.60011 Nolan, John P.; Panorska, Anna K. 12 1997 Strengthening ergodicity to geometric ergodicity for Markov chains. Zbl 0797.60053 Spieksma, F. M.; Tweedie, R. L. 12 1994 Inventory management at service facilities for systems with arbitrarily distributed service times. Zbl 0959.90001 Berman, O.; Sapna, K. P. 28 2000 Stochastic block monotonicity in the approximation of the stationary distribution of infinite Markov chains. Zbl 0955.60093 Li, Haijun; Zhao, Yiqiang Q. 12 2000 Allocation of interdependent resources for maximal throughput. Zbl 0978.90014 Tassiulas, Leandros; Bhattacharya, Partha P. 11 2000 Occupation times in Markov processes. Zbl 0966.60063 Sericola, Bruno 11 2000 Sample correlation behavior for the heavy tailed general bilinear process. Zbl 0955.60028 Resnick, Sidney; van den Berg, Eric 9 2000 Quasistationary distributions for level-dependent quasi-birth-and-death processes. Zbl 0964.60074 Bean, N. G.; Pollett, P. K.; Taylor, P. G. 9 2000 Use of the supremum distribution of Gaussian processes in queueing analysis with long-range dependence and self-similarity. Zbl 0954.60082 Choe, Jinwoo; Shroff, Ness B. 7 2000 A novel computational method for solving finite QBD processes. Zbl 0970.60079 Akar, Nail; Oğuz, Nihat C.; Sohraby, Khosrow 7 2000 A new recursion for the queue length distribution in the stationary BMAP/G/1 queue. Zbl 0954.60080 Takine, Tetsuya 7 2000 Superposition of planar Voronoi tessellations. Zbl 0978.90013 Baccelli, François; Gloaguen, Catherine; Zuyev, Sergei 6 2000 A branching process model of telomere shortening. Zbl 0947.92008 Olofsson, Peter 6 2000 A simple approach to the MAP/D/s queue. Zbl 0964.60087 Takine, Tetsuya 5 2000 European option pricing when the riskfree interest rate follows a jump process. Zbl 0960.91031 Tsoi, Allanus H.; Yang, Hailiang; Yeung, Shu-Ngai 4 2000 Classification of Markov processes of matrix M/G/1 type with a tree structure and its applications to the \(\text{MMAP}[K]/ \text{G}[K]/1\) queues. Zbl 0977.60095 He, Qi-Ming 4 2000 A lost-sales production/inventory model with two discrete production modes. Zbl 0983.91031 Nobel, Rein D.; van der Heeden, Mattijs 4 2000 Spectral analysis of the matrix generating function for an MAP/SM/1 queue. Zbl 0954.60083 Nishimura, Shoichi; Jiang, Yong 3 2000 Bayesian maintenance policies during a warranty period. Zbl 0978.90032 Chen, Ta-Mou; Popova, Elmira 3 2000 PH-distributions arising through conditioning. Zbl 0955.60092 Andersen, Allan T.; Neuts, Marcel F.; Nielsen, Bo Friis 3 2000 Gaussian diffusions and continuous state branching processes with killing. Zbl 0957.60087 Frydman, Halina 3 2000 Moment matching using a family of phase-type distributions. Zbl 0967.60091 Vanden Bosch, Peter M.; Dietz, Dennis C.; Pohl, Edward A. 3 2000 Weak lumpability and pseudo-stationarity of finite Markov chains. Zbl 0958.60065 Ledoux, James; Leguesdron, Patrice 1 2000 Asymptotic Poisson distribution in isotropic PH planar point processes. Zbl 0957.60050 Remiche, M.-A.; Latouche, G. 1 2000 Bounds on the end-to-end loss probability for queues in series with finite capacity. Zbl 0964.60088 Dallery, Yves; Truffet, Laurent 1 2000 Stochastic models for inventory management at service facilities. Zbl 0934.90002 Berman, Oded; Kim, Eungab 38 1999 Phase-type distributions: Open problems and a few properties. Zbl 0937.60004 O’Cinneide, Colm Art 23 1999 Conditional stochastic decompositions in the \(\text{M/M/}c\) queue with server vacations. Zbl 0931.60073 Tian, Naishuo; Li, Quan-Lin; Cao, Jinhua 19 1999 Distributions of stopping times for compound Poisson processes with positive jumps and linear boundaries. Zbl 0932.60049 Zacks, S.; Perry, D.; Bshouty, D.; Bar-Lev, S. 17 1999 Bounds for the ruin probability under a Markovian modulated risk model. Zbl 0920.90042 Wu, Yanhong 15 1999 First-exit times for increasing compound processes. Zbl 0939.60021 Perry, D.; Stadje, W.; Zacks, S. 14 1999 The quasi-birth-death type Markov chain with a tree structure. Zbl 0942.60085 Yeung, Raymond W.; Alfa, Attahiru Sule 10 1999 Sparse representations of phase-type distributions. Zbl 0934.60060 Mocanu, Ştefăniţă; Commault, Christian 10 1999 Distribution of the number of visits of a random walk. Zbl 0930.60039 Baron, Michael; Rukhin, Andrew L. 8 1999 On simulation output analysis for generalized semi-Markov processes. Zbl 1126.62306 Haas, Peter J. 7 1999 Nonparametric inference from \(M/G/1\) busy periods. Zbl 0928.62028 Bingham, N. H.; Pitts, Susan M. 7 1999 Modeling service-time distributions with non-exponential tails: beta mixtures of exponentials. Zbl 0940.60019 Abate, Joseph; Whitt, Ward 7 1999 Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law. Zbl 0919.62110 Zarepour, M.; Knight, K. 6 1999 Biased coin design with imbalance tolerance. Zbl 0995.62069 Chen, Yung-Pin 5 1999 ARMA models with bilinear innovations. Zbl 0919.62101 Francq, Christian 5 1999 Coefficients of ergodicity for imprimitive matrices. Zbl 0924.15021 Hartfiel, D. J. 5 1999 Spatial Delaunay Gibbs processes. Zbl 0936.60043 Bertin, Etienne; Billiot, Jean-Michel; Drouilhet, Rémy 5 1999 Analysis of a finite buffer with non-preemptive priority scheduling. Zbl 0931.60072 Wagner, Dietmar; Krieger, Udo R. 5 1999 Polling systems with permanent and transient jobs. Zbl 0946.60085 Armony, Ronit; Yechiali, Uri 5 1999 ARM processes and modeling methodology. Zbl 0995.62094 Melamed, Benjamin 3 1999 A diffusion model for two tandem queues with general renewal input. Zbl 0930.60084 Knessl, Charles; Tier, Charles 3 1999 Dual stochastic orderings describing ageing properties of devices of unknown age. Zbl 0924.62102 Di Crescenzo, Antonio 3 1999 Rare event analysis of the state frequencies of a large number of Markov chains. Zbl 0933.60014 Mandjes, Michel 3 1999 Optimal stopping in a burn-in model. Zbl 0973.62110 Herberts, Tina; Jensen, Uwe 2 1999 Geometric ergodicity of nonlinear first order autoregressive models. Zbl 0935.60055 Tanikawa, Akio 2 1999 Fast simulation of queues with long-range dependent traffic. Zbl 0930.60085 Huang, C.; Devetsikiotis, M.; Lambadaris, I.; Kaye, A. R. 2 1999 Conditions for quantile process approximations. Zbl 0937.60019 Drees, Holger; de Haan, Laurens 2 1999 A generalized Abel’s partial summation formula and its application in self-organizing systems. Zbl 0935.68015 Chong, K. S.; Lam, K. 1 1999 Decision-theoretic estimation of the offspring mean in mortal branching processes. Zbl 0995.62076 Yanev, George P.; Tsokos, Chris P. 1 1999 The infinite server queue with arrivals generated by a non-homogeneous compound Poisson process and heterogeneous customers. Zbl 0962.60081 Economou, Antonis; Fakinos, Demetrios 1 1999 Polling systems with periodic server routing in heavy traffic. Zbl 0931.60078 van der Mei, R. D. 1 1999 A note on sojourn time analysis of a two-stage queueing system. Zbl 0931.60076 Katayama, Tsuyoshi 1 1999 Lévy processes, polynomials and martingales. Zbl 0895.60050 Schoutens, Wim; Teugels, Jozef L. 74 1998 The age of a mutation in a general coalescent tree. Zbl 0889.92017 Griffiths, R. C.; Tavaré, Simon 50 1998 On asymptotic mormality of the Hill estimator. Zbl 1002.60519 de Haan, Laurens; Resnick, Sidney 34 1998 Perfect simulation and backward coupling. Zbl 0934.60088 Foss, S. G.; Tweedie, R. L. 33 1998 Analysis of a stochastic clearing system with repeated attempts. Zbl 0913.60088 Artalejo, J. R.; Gomez-Corral, A. 27 1998 On the relationship between queue lengths at a random instant and at a departure in the stationary queue with BMAP arrivals. Zbl 0906.60066 Takine, Tetsuya; Takahashi, Yoshitaka 19 1998 An exhaustive Lévy storage process with intermittent output. Zbl 0910.60069 Kella, Offer 19 1998 The \(\text{MAP/PH}/1\) retrial queue. Zbl 0952.60089 Diamond, Jeffrey E.; Alfa, Attahiru Sule 18 1998 Matrix geometric invariant measures for G/M/1 type Markov chains. Zbl 0913.60085 Gail, H. R.; Hantler, S. L.; Taylor, B. A. 14 1998 Some decomposition formulae for \(\text{M/M}/r/r+d\) queues with constant retrial rate. Zbl 0928.60079 Ramalhoto, M. F.; Gómez-Corral, A. 13 1998 Calculating transient characteristics of the Erlang loss model by numerical transform inversion. Zbl 0905.60071 Abate, J.; Whitt, W. 13 1998 Polling under the randomly timed gated regime. Zbl 0903.60083 Eliazar, Iddo; Yechiali, Uri 9 1998 Representations for matrix-geometric and matrix-exponential steady-state distributions with applications to many-server queues. Zbl 0934.60082 Asmussen, Søren; O’Cinneide, Colm Art 9 1998 Invariant measures for quasi-birth-and-death processes. Zbl 0930.60065 Latouche, G.; Pearce, C. E. M.; Taylor, P. G. 9 1998 An algorithm to calculate transient distributions of cumulative rate and impulse based reward. Zbl 1002.60563 de Souza e Silva, Edmundo; Gail, Richard H. 9 1998 Solving \(\text{M/G/}1\) type Markov chains: Recent advances and applications. Zbl 0934.60086 Meini, Beatrice 8 1998 Convergence properties of hit-and-run samplers. Zbl 0912.65121 Bélisle, Claude; Boneh, Arnon; Caron, Richard J. 8 1998 On inferring the number of phases in a Coxian phase-type distribution. Zbl 0928.60082 Faddy, M. J. 6 1998 Expansions for steady-state characteristics of \((\max,+)\)-linear systems. Zbl 0929.60074 Baccelli, François; Hasenfuss, Sven; Schmidt, Volker 5 1998 Further transient analysis of the BMAP/G/1 queue. Zbl 0928.60083 Lucantoni, David 5 1998 On submodular value functions and complex dynamic programming. 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Zbl 0933.60091 Bean, Nigel; Pollett, Phil; Taylor, Peter 3 1998 A source traffic model and its transient analysis for network control. Zbl 0930.60087 Duffield, N. G.; Whitt, W. 2 1998 Heavy tailed hidden semi-Markov models. Zbl 0933.60099 Resnick, Sidney; Subramanian, Ajay 2 1998 Ergodicity conditions and Cesàro limit results for marked point processes. Zbl 0911.60031 Nieuwenhuis, Gert 2 1998 A single server \(N\)-line queue in which a customer may receive special treatment. Zbl 0910.60066 Brill, P. H.; Hlynka, M. 2 1998 General dynamic programming algorithms applied to polling systems. Zbl 0912.90137 Kim, Eungab; Van Oyen, Mark P.; Rieders, Maria 2 1998 Uniformization for \(\lambda\)-positive Markov chain. Zbl 0899.60066 Boucherie, Richard J.; van Doorn, Erik A. 1 1998 A Markov modulated financial model. Zbl 0934.60061 Bladt, Mogens 1 1998 On the joint limiting distribution of the first and the second maxima. 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Zbl 0912.90134 Haviv, Moshe; van Houtum, Geert-Jan 1 1998 Numerical calculation of stable densities and distribution functions. Zbl 0899.60012 Nolan, John P. 112 1997 The normal inverse Gaussian Lévy process: Simulation and approximation. Zbl 0899.60036 Rydberg, Tina Hviid 85 1997 ...and 329 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,745 Authors 60 Dudin, Alexander N. 37 Boxma, Onno Johan 37 Klimenok, Valentina Ivanovna 35 He, Qi-Ming 30 Resnick, Sidney Ira 29 Adan, Ivo J. B. F. 29 Gupta, Ramesh Chandra 28 Krishnamoorthy, Achyutha 27 Gupta, Umesh Chandra 26 Chakravarthy, Srinivas R. 26 Whitt, Ward 25 Asmussen, Søren 25 Kim, Chesoong 24 Alfa, Attahiru Sule 24 Mandjes, Michel Robertus Hendrikus 24 Telek, Miklós 23 Kella, Offer 22 Chaudhry, Mohan L. 22 Knessl, Charles 21 Banik, Abhijit Datta 21 Latouche, Guy 21 Lee, Ho Woo 20 Masuyama, Hiroyuki 19 Dudin, Sergey A. 19 Kim, Bara 18 Taylor, Peter Gerrard 18 Van Houdt, Benny 17 Dudina, Olga S. 17 Zhao, Yiqiang Q. 16 Takine, Tetsuya 15 Rachev, Svetlozar T. 14 de Haan, Laurens 14 Horváth, Gábor 14 Kim, Jeongsim 14 Li, Quanlin 14 Schmidt, Volker 14 Zacks, Shelemyahu 13 Bean, Nigel G. 13 Bladt, Mogens 13 Breuer, Lothar 13 Perry, David 13 Shin, Yang Woo 13 Zwart, Bert P. 12 Ahn, Soohan 12 Artalejo, Jesus R. 12 Krishna Kumar, Balasubramanian 12 Lefèvre, Claude 12 Meini, Beatrice 12 O’Reilly, Małgorzata M. 11 Balakrishnan, Narayanaswamy 11 Lillo, Rosa Elvira 11 Nielsen, Bo Friis 11 Sivakumar, Balasubramanian 11 Stadje, Wolfgang 11 van Leeuwaarden, Johan S. 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M. 8 Albrecher, Hansjörg 8 Bäuerle, Nicole 8 Baumann, Hendrik 8 Bibi, Abdelouahab 8 Blondia, Chris 8 Bruneel, Herwig 8 Daduna, Hans 8 Dassios, Angelos 8 Down, Douglas G. 8 Ke, Jauchuan 8 Kochar, Subhash C. 8 Narayanan, Viswanath C. 8 Neuts, Marcel Fernand 8 Nguyen, Giang Thu 8 Pacheco, António ...and 3,645 more Authors all top 5 Cited in 383 Journals 257 Queueing Systems 162 Stochastic Models 149 European Journal of Operational Research 101 Statistics & Probability Letters 90 Operations Research Letters 87 Annals of Operations Research 85 Journal of Applied Probability 83 Stochastic Processes and their Applications 80 Communications in Statistics. 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